+147.5%
GE vs HCA
+511.6%
-364.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.7% |
| 7D | -4.0% | +5.4% | -9.4% | -6.0% |
| 30D | -11.4% | +3.0% | -14.4% | -12.5% |
| 3M | -2.6% | +13.0% | -15.6% | -7.7% |
| 6M | -0.3% | -20.3% | +19.9% | +7.7% |
| YTD | +5.4% | -8.2% | +13.6% | +7.2% |
| 1Y | +15.5% | +6.7% | +8.8% | +10.3% |
| 3Y | +260.8% | +60.4% | +200.4% | +184.2% |
| 5Y | +421.6% | +73.4% | +348.2% | +283.4% |
| All | +147.5% | +511.6% | -364.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling